After clicking, a pop up window will ask you to Run,Save or Save As the file.
Select:

'Run' to Download and Run the setup now:
The Setup Program will automatically start and the
OFAC Database Analyzer
will be installed using the Microsoft ClickOnce Install.

'Save As' to Save this setup to disk for installation at another time
Save the file to a folder on your PC
When you're ready to install, double click on setup.exe to install the
OFAC Database Analyzer
using the Microsoft ClickOnce Install.

Requirements:

Windows (any Version)

Internet Access

Uninstall:

Go to Start | Control Panel | Programs and Features.

Find the 'OFAC Compliance Db Analyzer' in the list of installed programs.

Double click to launch the Uninstall Wizard.

At this time, you’ll see a progress bar at the bottom until the uninstall process has completed.